diff options
Diffstat (limited to 'openbb_platform/providers/cboe/openbb_cboe/models/options_chains.py')
| -rw-r--r-- | openbb_platform/providers/cboe/openbb_cboe/models/options_chains.py | 22 |
1 files changed, 10 insertions, 12 deletions
diff --git a/openbb_platform/providers/cboe/openbb_cboe/models/options_chains.py b/openbb_platform/providers/cboe/openbb_cboe/models/options_chains.py index c1c0602d3cc..ca049ee80a7 100644 --- a/openbb_platform/providers/cboe/openbb_cboe/models/options_chains.py +++ b/openbb_platform/providers/cboe/openbb_cboe/models/options_chains.py @@ -39,11 +39,6 @@ class CboeOptionsChainsQueryParams(OptionsChainsQueryParams): class CboeOptionsChainsData(OptionsChainsData): """CBOE Options Chains Data.""" - last_trade_timestamp: Optional[datetime] = Field( - description="Last trade timestamp of the option.", default=None - ) - dte: int = Field(description="Days to expiration for the option.") - class CboeOptionsChainsFetcher( Fetcher[ @@ -51,7 +46,7 @@ class CboeOptionsChainsFetcher( List[CboeOptionsChainsData], ] ): - """Transform the query, extract and transform the data from the CBOE endpoints.""" + """Cboe Options Chains Fetcher.""" @staticmethod def transform_query(params: Dict[str, Any]) -> CboeOptionsChainsQueryParams: @@ -137,7 +132,6 @@ class CboeOptionsChainsFetcher( "theo": "theoretical_price", "percent_change": "change_percent", "prev_day_close": "prev_close", - "last_trade_time": "last_trade_timestamp", } ) @@ -162,7 +156,9 @@ class CboeOptionsChainsFetcher( option_df_index.expiration = DatetimeIndex( option_df_index.expiration, yearfirst=True ).astype(str) - option_df_index = option_df_index.drop(columns=["Ticker"]) + option_df_index = option_df_index.rename( + columns={"Ticker": "underlying_symbol"} + ) # Joins the parsed symbol into the dataframe. @@ -173,20 +169,22 @@ class CboeOptionsChainsFetcher( temp_ = (temp - now).days + 1 quotes["dte"] = temp_ - quotes["last_trade_timestamp"] = ( - to_datetime(quotes["last_trade_timestamp"], format="%Y-%m-%dT%H:%M:%S") + quotes["last_trade_time"] = ( + to_datetime(quotes["last_trade_time"], format="%Y-%m-%dT%H:%M:%S") .fillna(value="-") .replace("-", None) ) quotes = quotes.set_index( keys=["expiration", "strike", "option_type"] ).sort_index() + if results_metadata.get("current_price"): + quotes["underlying_price"] = results_metadata["current_price"] quotes["open_interest"] = quotes["open_interest"].astype("int64") quotes["volume"] = quotes["volume"].astype("int64") quotes["bid_size"] = quotes["bid_size"].astype("int64") quotes["ask_size"] = quotes["ask_size"].astype("int64") - quotes["prev_close"] = round(quotes["prev_close"], 2) - quotes["change_percent"] = round(quotes["change_percent"] / 100, 4) + quotes["prev_close"] = quotes["prev_close"] + quotes["change_percent"] = quotes["change_percent"] / 100 return AnnotatedResult( result=[ |